Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.530 0.00 Show Price Chart 99.530 99.530 99.515 43,358
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'280 +0'030 Show Price Chart 127'165 127'305 127'130 32,918
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'290 b +0'010 Show Price Chart 102'280 102'295 b 102'280 89
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'190 +0'050 Show Price Chart 104'190 104'205 b 104'190 10

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU5 SEP 2015 SEP 2015 99.6400 +0.0025 Show Price Chart 99.6375 99.6425 99.6325 20,919
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.530 0.00 Show Price Chart 99.530 99.530 99.515 43,358
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.380 -0.01 Show Price Chart 99.380 99.390 99.365 26,957
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.210 -0.01 Show Price Chart 99.220 99.220 99.185 27,405
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.015 -0.01 Show Price Chart 99.035 99.035 98.985 20,040
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.820 -0.01 Show Price Chart 98.825 98.825 98.780 31,975
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.655 -0.01 Show Price Chart 98.670 98.675 98.615 17,588
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.500 -0.005 Show Price Chart 98.495 98.505 98.455 17,591
30 Day Federal Funds Futures ZQX5 NOV 2015 NOV 2015 99.735 0.00 Show Price Chart 99.730 99.740 99.730 3,633
2-Year Eurodollar Bundle Futures BU2U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Ultra U.S. Treasury Bond Futures UBU5 SEP 2015 SEP 2015 161'03 +0'24 Show Price Chart 159'29 161'07 159'18 921
U.S. Treasury Bond Futures ZBU5 SEP 2015 SEP 2015 157'07 +0'16 Show Price Chart 156'08 157'13 155'31 5,703
10-Year T-Note Futures ZNU5 SEP 2015 SEP 2015 127'280 +0'030 Show Price Chart 127'165 127'305 127'130 32,918
5-Year T-Note Futures ZFU5 SEP 2015 SEP 2015 119'317 +0'012 Show Price Chart 119'310 120'005 119'240 19,576
3-Year T-Note Futures Z3NU5 SEP 2015 - - Show Price Chart - - - 0
2-Year T-Note Futures ZTU5 SEP 2015 SEP 2015 109'165 b +0'002 Show Price Chart 109'167 109'170 109'150 10,499

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU5 SEP 2015 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 102'290 b +0'010 Show Price Chart 102'280 102'295 b 102'280 89
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 104'190 +0'050 Show Price Chart 104'190 104'205 b 104'190 10
30-Year USD Deliverable Interest Rate Swap Futures B1UU5 SEP 2015 106'28 b +0'15 Show Price Chart 106'03 106'28 b 106'03 6
2-Year Euro Deliverable Interest Rate Swap Futures T1EU5 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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